+212.5%
GM vs AMT
+134.2%
+78.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.7% | -2.9% |
| 7D | -3.4% | -2.2% | -1.3% | -2.8% |
| 30D | +2.7% | +5.8% | -3.1% | +1.0% |
| 3M | -0.4% | +12.6% | -12.9% | -3.9% |
| 6M | +13.3% | +8.3% | +5.0% | +9.9% |
| YTD | +6.8% | +11.4% | -4.6% | +2.2% |
| 1Y | +21.1% | +7.7% | +13.4% | +17.1% |
| 3Y | +231.0% | +14.8% | +216.2% | +202.5% |
| 5Y | +41.9% | -18.0% | +59.9% | +43.9% |
| All | +212.5% | +134.2% | +78.3% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling